-15.8%
KHC vs TRMB
-38.3%
+22.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -2.0% | -17.0% | +14.9% | -0.8% |
| 30D | +9.7% | -9.0% | +18.7% | +10.1% |
| 3M | -2.0% | -8.1% | +6.1% | -1.8% |
| 6M | +5.4% | -10.1% | +15.5% | +5.7% |
| YTD | +5.9% | -30.2% | +36.1% | +8.1% |
| 1Y | +7.5% | -30.7% | +38.2% | +9.6% |
| 3Y | -12.4% | +32.6% | -45.0% | -15.1% |
| 5Y | -15.8% | -38.1% | +22.3% | -17.3% |
| All | -15.8% | -38.3% | +22.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling